Bitcoin mining activity and volatility dynamics in the power market
Year of publication: |
2021
|
---|---|
Authors: | Karmakar, Sayar ; Demirer, Rıza ; Gupta, Rangan |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 209.2021, p. 1-6
|
Subject: | Bitcoin | Electricity returns | GARCH | Time-varying | ARCH-Modell | ARCH model | Volatilität | Volatility | Elektrizitätswirtschaft | Electric power industry | Börsenkurs | Share price |
-
The price of Bitcoin : GARCH evidence from high-frequency data
Ciaian, Pavel, (2020)
-
Alternative distribution based GARCH models for Bitcoin volatility estimation
Mattera, Raffaele, (2018)
-
The price of BitCoin : GARCH evidence from high frequency data
Ciaian, Pavel, (2018)
- More ...
-
Salisu, Afees A., (2021)
-
Stock market bubbles and the forecastability of gold returns (and volatility)
Gabauer, David, (2022)
-
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar, (2021)
- More ...